+1,085.3%
D vs WCN
+8,007.2%
-6,921.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | +9.0% | +25.3% | -16.3% | +4.5% |
| 3M | +1.0% | +15.4% | -14.5% | -1.8% |
| 6M | +11.0% | +27.8% | -16.9% | +5.9% |
| YTD | +19.8% | +10.6% | +9.2% | +17.1% |
| 1Y | +16.0% | +15.8% | +0.2% | +12.4% |
| 3Y | +74.4% | +50.3% | +24.1% | +61.2% |
| 5Y | +13.5% | +46.9% | -33.4% | +5.2% |
| 10Y | +48.4% | +318.8% | -270.4% | +18.0% |
| All | +1,085.3% | +8,007.2% | -6,921.9% | +682.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling